I have a WebI report, one column includes some NULL value, if I add filters to the report, those NULL value records will not be shown up, however, if I add same filter to the block, those records will show up

what is the difference between filter with block and filter with report?

Block filter will only be applied to the block. Did you select the right object before you put in the block filter? Report filter will be applied to the report, so any data objects (table, graph) in that report will have it's data filtered.

My this report has 5 tabs, for each tab I use different filter to get the correct data, for example, tab1 only show Year 2009 data, tab2 only show 2010 data, ...etc

and each of them only has one table block, normally I add filter at report level for each tab, but one of tab had this issue, so I tried to add the filter to that table block, solved the issue, but I want to understand why this happened?

If I understand correctly, if a report only has one block, no matter if you add filter to the report or add to the block, it should be the same, rigth?